Event Type:

Probability Seminar

Date/Time:

Thursday, October 19, 2006 - 07:00

Location:

Covell 221

Guest Speaker:

Nick Meredith

Abstract:

Consider a simple Markov process on [0,T]. The occupation times were extensively studied in the case of T increasing to infinity. Here we develop a method of computing the distribution for occupation times when T is small via integral equations and integral transforms.